+27.6%
TCOM vs ABCL
-41.3%
+68.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -9.5% | +0.7% | -10.2% | -9.6% |
| 30D | -10.7% | +93.1% | -103.8% | -18.4% |
| 3M | -14.6% | +79.4% | -94.1% | -22.2% |
| 6M | -19.3% | +214.9% | -234.2% | -32.8% |
| YTD | -42.9% | +234.2% | -277.2% | -53.3% |
| 1Y | -43.8% | +174.8% | -218.5% | -53.3% |
| 3Y | +2.1% | +104.5% | -102.4% | -15.3% |
| All | +27.6% | -41.3% | +68.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling